+152.0%
GE vs FTV
+78.2%
+73.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.0% |
| 7D | -1.2% | -1.3% | 0.0% | -0.4% |
| 30D | -11.3% | -9.5% | -1.7% | -5.5% |
| 3M | -1.4% | -10.9% | +9.5% | +5.6% |
| 6M | +1.2% | -0.6% | +1.8% | +0.8% |
| YTD | +5.9% | +1.4% | +4.5% | +2.7% |
| 1Y | +18.4% | +17.6% | +0.8% | +3.3% |
| 3Y | +271.0% | -3.3% | +274.2% | +261.7% |
| 5Y | +417.9% | -0.1% | +418.1% | +384.2% |
| 10Y | +152.0% | +82.5% | +69.5% | +67.2% |
| All | +152.0% | +78.2% | +73.8% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling